The investment objective of OSSIAM US MINIMUM VARIANCE ESG NR UCITS ETF is to replicate, before the Fund’s fees and expenses, the performance of the US ESG Minimum Variance Index closing level. The US ESG Markets Minimum Variance Index is a total return index (net dividends reinvested) expressed in USD and calculated and published by Solactive AG.

The US ESG Minimum Variance NR Index reflects the performance of a dynamic selection of stocks which satisfy ESG (Environment, Social and Governance) criteria among the most liquid stocks from the Solactive US Large Cap Index (the “Base Index”) which tracks the performance of about 500 leading companies in major industries in the United States of America. Constituents of the Index will be selected on a monthly basis and weighted according to an optimization procedure. As such, sector and company exposures in the Index will differ from those of the Base Index.

For a detailed description of the Index, see section “Description of the Index” in the relevant Fund Appendix of the Prospectus.

Sector Breakdown

Source: Solactive - Calculation by Ossiam

Country or region breakdown (2017-06-14)

Source: Solactive - Calculation by Ossiam

Important information

Ossiam IRL (the ICAV) is organized as an Irish collective asset-management vehicle constituted as an umbrella fund with segregated liability between sub-funds with registered number C173953 authorized by the Central Bank of Ireland pursuant to the UCITS Regulations. The ICAV has appointed Ossiam as its management company, responsible for the investment management, administration and distribution of the ICAV.

Ossiam, a subsidiary of Natixis Investment Managers, is a French asset manager authorized by the Autorité des Marchés Financiers (Agreement No. GP-10000016). Although information contained herein is from sources believed to be reliable, Ossiam makes no representation or warranty regarding the accuracy of any information of which it is not the source. The information presented in this page is based on market data at a given moment and may change from time to time. The risks associated with the Fund are detailed in the « Investment Risks » section of the Supplement, available in English on www.ossiam.com. Investments decision should only be made on the basis of the Prospectus and Supplement. Accordingly, if investors have any questions about the registration or authorization of the sub-fund referenced on this page, they should contact the Management Company or Investment Manager for further information. Any investment in or distribution of the sub-fund referenced herein would only be possible if it was in compliance with all applicable laws and regulations, including, but not limited to obtaining any required registrations.

« The financial instrument is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Price at any time or in any other respect. The Index is calculated and published by Solactive AG. Solactive AG uses its best efforts to ensure that the Index is calculated correctly. Irrespective of its obligations towards the Issuer, Solactive AG has no obligation to point out errors in the Index to third parties including but not limited to investors and/or financial intermediaries of the financial instrument. Neither publication of the Index by Solactive AG nor the licensing of the Index or Index trade mark for the purpose of use in connection with the financial instrument constitutes a recommendation by Solactive AG to invest capital in said financial instrument nor does it in any way represent an assurance or opinion of Solactive AG with regard to any investment in this financial instrument. »

Source: Ossiam / Bloomberg - Calculation by Ossiam. Past performance is not a reliable indicator of future performance. Please note that if the performance of a strategy is calculated in a currency different from the currency of your area, any losses or gains generated by the strategy may be affected by exchange rate fluctuations (both upward and downward).

Important information

Ossiam IRL (the ICAV) is organized as an Irish collective asset-management vehicle constituted as an umbrella fund with segregated liability between sub-funds with registered number C173953 authorized by the Central Bank of Ireland pursuant to the UCITS Regulations. The ICAV has appointed Ossiam as its management company, responsible for the investment management, administration and distribution of the ICAV.

Ossiam, a subsidiary of Natixis Investment Managers, is a French asset manager authorized by the Autorité des Marchés Financiers (Agreement No. GP-10000016). Although information contained herein is from sources believed to be reliable, Ossiam makes no representation or warranty regarding the accuracy of any information of which it is not the source. The information presented in this page is based on market data at a given moment and may change from time to time. The risks associated with the Fund are detailed in the « Investment Risks » section of the Supplement, available in English on www.ossiam.com. Investments decision should only be made on the basis of the Prospectus and Supplement. Accordingly, if investors have any questions about the registration or authorization of the sub-fund referenced on this page, they should contact the Management Company or Investment Manager for further information. Any investment in or distribution of the sub-fund referenced herein would only be possible if it was in compliance with all applicable laws and regulations, including, but not limited to obtaining any required registrations.

« The financial instrument is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Price at any time or in any other respect. The Index is calculated and published by Solactive AG. Solactive AG uses its best efforts to ensure that the Index is calculated correctly. Irrespective of its obligations towards the Issuer, Solactive AG has no obligation to point out errors in the Index to third parties including but not limited to investors and/or financial intermediaries of the financial instrument. Neither publication of the Index by Solactive AG nor the licensing of the Index or Index trade mark for the purpose of use in connection with the financial instrument constitutes a recommendation by Solactive AG to invest capital in said financial instrument nor does it in any way represent an assurance or opinion of Solactive AG with regard to any investment in this financial instrument. »

Information on the Perfect Basket:

By accessing the Portfolio Composition File (PCF), you agree not to reproduce, distribute or disseminate the PCF, in whole or in part, in any form without prior written permission of Ossiam, STOXX Ltd, Standard & Poor's, Société Générale, Barclays or FTSE. Data included in this document is considered reliable by Ossiam at the time specified given the information in its possession.

However Ossiam does not provide any guarantee, expressed or implied, on the quality of the information, and the fundâcomposition may be different from the composition of the PCF because of the replication strategy put in place. In no event shall Ossiam Euronext, STOXX Ltd or Standard & Poor's have any liability relating to the use of the PCF. The PCF is for informational purposes only.

Information on the fund's inventory:

Materials contained on this website have been prepared for information purposes only, and are not of any statutory nature. As information contained may not be updated as you consult them, we suggest you to verify the update dates indicated on the website.

As the ETF is using a synthetic replication model, a swap agreement has been signed with counterparty, exposing investors to counterparty risk (not exceeding 10% of the NAV per counterparty).

For each Ossiam ETF, the NAV calculated for day D is based on the closing price of the benchmark index as observed on day D.

Past performance is not a reliable indicator of future performance.

The value of the product can go down as well as up and can be subject to volatility due to factors such as price changes in the underlying instrument and interest rates. In the worst case scenario, investors can lose all of their investment.

As a result of entering into swap(s) transaction(s), the Fund is subject to potential counterparty and issuer risk. In the event of insolvency or default of the counterparty or issuer, the Fund could suffer a loss. The value of the swap(s) transaction(s) may vary according to several factors such as (but not limited to) the level of the Index, the level of interest rates and the liquidity of the equity market.

For the sake of transparency, Ossiam publishes the full composition of the reference index (with a delay of 2 working days due to index provider constraints). The table below shows the 10 largest stocks in the index. To download the full composition of the index, click on the link "download the index composition (Excel)".

Index composition - Top 10 (2020-06-03)

Name

ISIN Code

Weights

Close price

Currency

NortonLifeLock Inc

US6687711084

3.88%

20.71

USD

TIFFANY & CO

US8865471085

3.87%

114.24

USD

Verizon Communications Inc

US92343V1044

3.57%

56.83

USD

NEWMONT MINING CORP

US6516391066

3.55%

56.02

USD

KROGER CO

US5010441013

3.34%

32.68

USD

DocuSign Inc

US2561631068

2.60%

147.45

USD

Extra Space Storage Inc

US30225T1025

2.60%

102.38

USD

Campbell Soup Co

US1344291091

2.48%

48.82

USD

CLOROX COMPANY

US1890541097

2.30%

205.97

USD

ELECTRONIC ARTS INC

US2855121099

2.28%

117.93

USD

Source: Solactive - Data shown relates to the 10 largest stocks in the index. To access the complete composition of the index, click on the link below.

For the sake of transparency, Ossiam publishes the full composition of the ETF assets (with a delay of 2 working days due to index provider constraints). The table below shows the 10 largest lines of the ETF assets. To download the full composition of the ETF assets, click on the link "download the fund assets (Excel)".

Fund assets - Top 10 (2020-06-03)

Name

ISIN Code

Weights

TIFFANY & CO

US8865471085

3.88%

NortonLifeLock Inc

US6687711084

3.83%

NEWMONT MINING CORP

US6516391066

3.55%

VERIZON COMMUNICATIONS INC

US92343V1044

3.53%

KROGER CO

US5010441013

3.33%

DocuSign Inc

US2561631068

2.62%

EXTRA SPACE STORAGE INC

US30225T1025

2.62%

CAMPBELL SOUP CO

US1344291091

2.48%

CLOROX COMPANY

US1890541097

2.31%

ELECTRONIC ARTS INC

US2855121099

2.28%

Name

ISIN Code

Weights

TIFFANY & CO

US8865471085

3.88%

NortonLifeLock Inc

US6687711084

3.83%

NEWMONT MINING CORP

US6516391066

3.55%

VERIZON COMMUNICATIONS INC

US92343V1044

3.53%

KROGER CO

US5010441013

3.33%

DocuSign Inc

US2561631068

2.62%

EXTRA SPACE STORAGE INC

US30225T1025

2.62%

CAMPBELL SOUP CO

US1344291091

2.48%

CLOROX COMPANY

US1890541097

2.31%

ELECTRONIC ARTS INC

US2855121099

2.28%

Source: Ossiam - Data shown above is a top 10 of the fund assets. To access the complete fund assets, please click on the link below.

Please select your country and profile
then read these terms and conditions carefully.

Professional client

Retail client

Retail client definition: A client who is neither a professional client nor an eligible counterparty.

Professional client definition: A client that falls into any of the following categories:

(1) an entity required to be authorised or regulated to operate in the financial markets. The following list includes all authorised entities carrying out the characteristic activities of the entities mentioned, whether authorised by an EEA State or a third country and whether or not authorised by reference to a directive:

(a) a credit institution
(b) an investment firm
(c) any other authorised or regulated financial institution
(d) an insurance company
(e) a collective investment scheme or the management company of such a scheme
(f) a pension fund or the management company of a pension fund
(g) a commodity or commodity derivatives dealer
(h) a local
(i) any other institutional investor

(2) in relation to MiFID or equivalent third country business a large undertaking meeting two of the following size requirements on a company basis﻿:

(3) in relation to business that is not MiFID or equivalent third country business a large undertaking meeting any of the following conditions﻿:

(a) a body corporate (including a limited liability partnership) which has (or any of whose holding companies or subsidiaries has) (or has had at any time during the previous two years) called up share capital or net assets, of at least £5 million (or its equivalent in any other currency at the relevant time)
(b) an undertaking that meets (or any of whose holding companies or subsidiaries meets) two of the following tests

i. a balance sheet total of EUR 12,500,000
ii. a net turnover of EUR 25,000,000
iii. an average number of employees during the year of 250

(c) a partnership or unincorporated association which has (or has had at any time during the previous two years) net assets of at least £5 million (or its equivalent in any other currency at the relevant time) and calculated in the case of a limited partnership without deducting loans owing to any of the partners
(d) a trustee of a trust (other than an occupational pension scheme, SSAS, personal pension scheme or stakeholder pension scheme) which has (or has had at any time during the previous two years) assets of at least £10 million (or its equivalent in any other currency at the relevant time) calculated by aggregating the value of the cash and designated investments forming part of the trust's assets, but before deducting its liabilities
(e) a trustee of an occupational pension scheme or SSAS, or a trustee or operator of a personal pension scheme or stakeholder pension scheme where the scheme has (or has had at any time during the previous two years)﻿ :

i. at least 50 members; and
ii. assets under management of at least £10 million (or its equivalent in any other currency at the relevant time)

(f) a local authority or public authority

(4) a national or regional government, a public body that manages public debt, a central bank, an international or supranational institution (such as the World Bank, the IMF, the ECP, the EIB) or another similar international organisation﻿

(5) another institutional investor whose main activity is to invest in financial instruments (in relation to the firm's MiFID or equivalent third country business) or designated investments (in relation to the firm's other business). This includes entities dedicated to the securitisation of assets or other financing transactions﻿.

An elective professional client - i.e. a client that would otherwise be a retail client that has elected to be treated as a professional client in accordance with the criteria set out below﻿:

(1) Ossiam has undertaken an adequate assessment of the expertise, experience and knowledge of the client that gives reasonable assurance, in light of the nature of the transactions or services envisaged, that the client is capable of making his own investment decisions and understanding the risks involved; and﻿

(2) the following procedure has been followed﻿:

(a) the client has stated in writing to Ossiam that it wishes to be treated as a professional client either generally or in respect of a particular service or transaction or type of transaction or product
(b) Ossiam has given the client a clear written warning of the protections and investor compensation rights the client may lose; and
(c) the client has stated in writing, in a separate document from the contract, that it is aware of the consequences of losing such protections

Eligible counterparty﻿

A client that falls into any of the following categories﻿:

(1) any of the following (including an entity that is not from an EEA state that is equivalent to any of the following) unless and to the extent it is given a different categorisation under COBS 3 “Client categorization”

(a) an investment firm
(b) a credit institution
(c) an insurance company
(d) a collective investment scheme authorised under the UCITS Directive or its management company
(e) a pension fund or its management company
(f) another financial institution authorised or regulated under European Community legislation or the national law of an EEA State
(g) an undertaking exempted from the application of MiFID under either Article 2(1)(k) (certain own account dealers in commodities or commodity derivatives) or Article 2(1)(l) (locals) of that directive
(h) a national government or its corresponding office, including a public body that deals with the public debt
(i) a central bank; or
(j) a supranational organisation

(2) an elective eligible counterparty - i.e. a client that would otherwise be a professional client that has elected to be treated as an eligible counterparty in accordance with the criteria set out below

(a) the client is an undertaking and
i. is a professional client falling within limbs (1)-(3) of the definition of professional client set out above and, in relation to business other than MiFID or equivalent third country business﻿ A. is a body corporate (including a limited liability partnership) which has (or any of whose holding companies or subsidiaries has) called up share capital of at least £10 million (or its equivalent in any other currency at the relevant time)﻿ B. an undertaking that meets (or any of whose holding companies or subsidiaries meets) two of the following tests﻿ a balance sheet total of EUR 12,500,000﻿ a net turnover of EUR 25,000,000﻿ an average number of employees during the year of 250﻿ ii. requests such categorisation and is an elective professional client (i.e. a client falling within the definition of professional client set out above), but only in respect of the services or transactions for which it could be treated as a professional client

However, for a client that is incorporated or organised in another member state of the EEA outside of the UK, the elective eligible counterparty opt-up is only available to the extent that the same opt-up facility has been implemented under the local rules or laws in that other member state that implement MiFID﻿.

By using the ossiam.com English website, you will be deemed to accept the terms below. If you do not agree to these terms, do not access this site or any pages hereof﻿.

This website and/or its terms and conditions are governed by and construed in accordance with French law. Any dispute arising there from or in connection therewith shall be submitted to the exclusive jurisdiction of the French courts﻿.

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Ossiam.com is the website of Ossiam, French asset manager, affiliate of Natixis Global Asset Management and authorized by the Autorité des Marchés Financiers (Agreement N°10000016). Ossiam is also a member of the Association Française de la Gestion financière (AFG)﻿.

The website and its contents are related to the Exchange Traded Funds managed by Ossiam﻿.

Ossiam is a limited company with board of directors﻿.

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This website and the information it contains may be used provided that these conditions of use are fully complied with﻿. Ossiam reserves the right to change the information on this website at any time at its discretion and without notice﻿.

Ossiam does everything in its power to ensure that the information published is as complete, correct, accurate, and up-to-date as possible. Ossiam cannot be held responsible for any errors or inaccuracies on this site, or for any loss or damage resulting from the use of this information﻿.

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Access to the products and services featured on this website may be subject to restrictions for certain persons or countries, either under a general prohibition or under marketing rules. Accordingly, no product or service presented on the website shall be provided by Ossiam to any person who is not legally authorized. The same applies for countries for which Ossiam has not applied for marketing authorization.

In this respect, marketing authorization for Ossiam’s ETFs has only been granted in Luxembourg, Germany, Italy, France, the United Kingdom, the Netherlands and Austria.

Therefore, ETFs presented on this website cannot be offered or sold in countries other than Luxembourg, Germany, Italy, France, the United Kingdom, the Netherlands and Austria.

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The information (data, graphs, and documents) contained in this site, though provided by reliable sources, does not constitute any form of investment advice. Moreover, this site is consulted entirely at the viewer’s risk﻿. Ossiam‘s Exchange Traded Funds (ETFs) may be subject to restrictions with regard to certain persons or in certain countries according to national regulatory requirements applicable to those persons or in those countries. It is the responsibility of the investor to ensure authorization for investment in these products﻿.

Trackers, also called Exchange Traded Fund or ETFs, are index funds that are listed on the stock exchange and replicate the performance of their benchmark index as closely as possible whether it is rising or falling﻿.

Investments in shares of an ETF present in particular the following risks﻿:

- Equity risk: an ETF may be 100% exposed to market risks linked to movements of the equity components of the index. Equity market movements may lead to significant variation in the net assets, which can have a negative impact on the Fund's net asset value﻿.

- Risk of the loss of invested capital: given the equity risk, the investor is warned that he may suffer non-measurable losses in his invested capital, as investments are subject to normal market fluctuations, as well as risks inherent to any security investment. The initial capital invested is not guaranteed. An investment should only be carried out by investors who may sustain loss of their investment﻿.

Investment in Ossiam Lux is not suitable for all investors and﻿ the amount to be reasonably invested in the Fund depends on the investor's personal circumstances. To determine this, investors must take into account their personal wealth, personal assets, current and future needs, as well as their risk tolerance profile, whether this favours high or low-risk investments. It is also highly recommended that investments be diversified in order to avoid exposure solely to the risks of this Fund. Investors are advised to seek advice from their usual advisors (financial, legal, taxation) before purchasing any share units﻿.

No information on this site constitutes an offer to buy, an offer to sell securities, investment advice regarding the purchase or sale of any security, or an offer or solicitation by Ossiam to supply investment advice or financial, legal, fiscal, or investment services, or the buying or selling of securities or other financial instruments﻿.

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The reference documents (full prospectus, annual report and periodic documentation) are available on request from Ossiam and on the website ossiam.com ﻿.

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